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174,347
An Introduction to Asymptotic Expansions
"... Asymptotic expansions are used in analysis to describe the behavior of a ..."
AN ASYMPTOTIC EXPANSION
, 2003
"... ABSTRACT. In this paper we study the asymptotic behaviour of the sequence (rn) n of the powers of primes. Calculations also yield the evaluation √ ( n rn − pn = o logs) n for every positive integer s, pn denoting the nth prime. Key words and phrases: Powers of primes, Inequalities, Asymptotic behav ..."
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Cited by 3 (0 self)
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ABSTRACT. In this paper we study the asymptotic behaviour of the sequence (rn) n of the powers of primes. Calculations also yield the evaluation √ ( n rn − pn = o logs) n for every positive integer s, pn denoting the nth prime. Key words and phrases: Powers of primes, Inequalities, Asymptotic
Asymptotic expansions of . . .
, 2008
"... Our starting point is a parameterized family of functionals (a ‘theory’) for which we are interested in approximating the global minima of the energy when one of these parameters goes to zero. The goal is to develop a set of increasingly accurate asymptotic variational models allowing one to deal w ..."
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Cited by 1 (0 self)
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Our starting point is a parameterized family of functionals (a ‘theory’) for which we are interested in approximating the global minima of the energy when one of these parameters goes to zero. The goal is to develop a set of increasingly accurate asymptotic variational models allowing one to deal
Uniform asymptotic expansions of the Pollaczek polynomials
, 2005
"... Uniform asymptotic expansions of the ..."
Asymptotic expansions and domain decomposition
"... At a first glance asymptotic expansions and domain decomposition are two alternatives to efficiently solve multi scale elasticity problems. In this paper we will combine these two methods: we will use, for several types of problems, asymptotic expansions and show that for an efficient implementatio ..."
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At a first glance asymptotic expansions and domain decomposition are two alternatives to efficiently solve multi scale elasticity problems. In this paper we will combine these two methods: we will use, for several types of problems, asymptotic expansions and show that for an efficient
Asymptotic Expansions of Berezin Transforms
, 2000
"... We study a new method of expanding Berezin transforms corresponding to various weighted volume measures on symmetric domains. The main result is an explicit asymptotic expansion for such a transform in terms of Pochhammer symbols associated with Cartan domains. ..."
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Cited by 12 (2 self)
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We study a new method of expanding Berezin transforms corresponding to various weighted volume measures on symmetric domains. The main result is an explicit asymptotic expansion for such a transform in terms of Pochhammer symbols associated with Cartan domains.
Asymptotic Expansions of the Mergesort Recurrences
 Acta Informatica
, 1998
"... This note provides exact formulae for the mean and variance of the cost of topdown recursive mergesort. These formulae improve upon earlier results of Flajolet and Golin. Key words. analysis of algorithms, mergesort, Dirichlet series, asymptotic expansions. ..."
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Cited by 3 (1 self)
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This note provides exact formulae for the mean and variance of the cost of topdown recursive mergesort. These formulae improve upon earlier results of Flajolet and Golin. Key words. analysis of algorithms, mergesort, Dirichlet series, asymptotic expansions.
On the Coefficients of the Asymptotic Expansion of n!
"... Applying a theorem of Howard to a formula recently proved by Brassesco and Méndez, we derive new simple explicit formulas for the coefficients of the asymptotic expansion of the sequence of factorials. 1 ..."
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Cited by 5 (3 self)
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Applying a theorem of Howard to a formula recently proved by Brassesco and Méndez, we derive new simple explicit formulas for the coefficients of the asymptotic expansion of the sequence of factorials. 1
An Asymptotic Expansion of Wishart Distribution . . .
, 2003
"... Takemura and Sheena (2002) derived the asymptotic joint distribution of the eigenvalues and the eigenvectors of Wishart matrix when the population eigenvalues become infinitely dispersed. They also showed necessary conditions for an estimator of the population covariance matrix to be minimax for typ ..."
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Cited by 2 (2 self)
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for typical loss functions by calculating the asymptotic risk of the estimator. In this paper, we further examine those distributions and risks by means of an asymptotic expansion. We focus on a limiting process where the population eigenvalues become linearly dispersed, which can be parametrized by one
Results 1  10
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174,347